I don't see a contradiction in terms.
The =2 symbols are created in-house, they do not come from the exchanges.
We based those =2 symbols we created around when data on those pit traded contracts started as a way to tie how the electronic contract fared while the pit contract was active.
The CME e-mini equity index futures only have one session from 15:30 to 15:15 (with a break between 16:30 and 17:00) on Mondays through Thursday and from 17:00 to 15:15 CT on Sundays and holidays and all trading is executed on Globex.
Contract Specs can be found from this page of the CME site. As such there is no "regular trading session" for these.
We are looking for ways to address this issue though, but as I referred to in the link you mentioned, it's not an easy resolution.
The =2 symbols are created in-house, they do not come from the exchanges.
We based those =2 symbols we created around when data on those pit traded contracts started as a way to tie how the electronic contract fared while the pit contract was active.
we have one market - the russell 2000 mini - which has a regular trading session from 9.30 to 16.15 ny time - and a globex (or overnight) session
Contract Specs can be found from this page of the CME site. As such there is no "regular trading session" for these.
We are looking for ways to address this issue though, but as I referred to in the link you mentioned, it's not an easy resolution.
Comment